-35.8%
APLD vs APA
+101.2%
-137.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.3% | -4.8% |
| 7D | +19.6% | +9.6% | +10.0% | +22.9% |
| 30D | -24.5% | -0.2% | -24.2% | -24.5% |
| 3M | -45.6% | +19.8% | -65.4% | -41.4% |
| 6M | -61.4% | +30.1% | -91.5% | -56.5% |
| YTD | -30.9% | +100.4% | -131.3% | -36.1% |
| 1Y | -35.8% | +105.2% | -141.0% | -40.4% |
| All | -35.8% | +101.2% | -137.0% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling